+1,116.0%
PPL vs IRM
+9,964.6%
-8,848.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.6% | -0.3% |
| 7D | +2.7% | -0.5% | +3.1% | +2.7% |
| 30D | +0.5% | -8.1% | +8.5% | +2.2% |
| 3M | +0.7% | -9.7% | +10.3% | +2.5% |
| 6M | -7.6% | +10.0% | -17.6% | -10.1% |
| YTD | +1.8% | +43.0% | -41.2% | -6.5% |
| 1Y | -0.8% | +32.7% | -33.4% | -7.7% |
| 3Y | +56.9% | +102.7% | -45.8% | +31.2% |
| 5Y | +39.5% | +187.6% | -148.0% | +7.2% |
| 10Y | +55.4% | +420.1% | -364.7% | +3.7% |
| All | +1,116.0% | +9,964.6% | -8,848.6% | +508.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded IRM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling